A General Stochastic Maximum Principle for Optimal Control Problems
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0328054
Reference11 articles.
1. Lectures on stochastic control
2. Stochastic maximum principle for distributed parameter systems
3. An Introductory Approach to Duality in Optimal Stochastic Control
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